Category Archives: investing

17 March Futures Commentary

Disclaimer- The following is presented for entertainment purposes only. Do not attempt to trade using this data, and I recommend that you not trade futures at all.

Yet another day with no new entry signals. We continue to have a sell condition in Fed Funds Futures, and we rolled our Lean Hog position from April to June contracts. We also had a sell signal in Unleaded Gas, a position we were stopped out of last month.

The two days since the Fed hiked interest rates have been pretty interesting, with large swings. I’m still not convinced that the markets are behaving sanely, but I think something closer to a “market” rate of interest will be healthy for the economy. Since QE3, the markets have been rising on what would traditionally be viewed as “bad” news, such as a poor jobs report, as I think that investors are expecting the Fed to ease and bolster stock prices. A rise in interest rates will probably bring more sanity back to the market.




16 March Futures Commentary

Disclaimer- The following is presented for entertainment purposes only. Do not attempt to trade using this data, and I recommend that you not trade futures at all.

No new entry signals today. We had the same exit signals that we’ve had for a while in the eurodollar, fed funds and unleaded gas. Also, the system rolled crude oil contracts. We don’t currently have a position in crude, so no action should be required.

Gold rocketed up today. However, the increase in the hypothetical portfolio was just about offset by declines in both the bonds and stock indices, a predictable development after the huge move yesterday.

Here’s a quick bit about the entry signals used. “MOO” stands for market on open, and the system uses the open price of the next trading period as the price for its calculations. In practice, you could enter via a limit order or some other method.